Anic Equity¶

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Total return since start: 0.582 %¶

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Equity now: -----------------------------> 48329.51 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46632.89 Kr¶

PnL: ---------------------------------------> 275.89 Kr¶

DD now: ---------------------------------> -9.019 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-10 15:25:55.137394'

Anic Portfolio¶

Today¶

Return: 0.484 %¶

This Week¶

Return: 0.2 %¶

Total portfolio value¶

Return including deposits: 58.218 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
EnQuest PLC 2351 -1.590000 5830.480000 117.480000 2.060000 5713.000530
Investor B 27 0.660000 5803.650000 112.650000 1.980000 5691.000006
Vitec Software Group B 2 1.890000 1188.000000 101.000000 9.290000 1087.000000
Lindab International 35 1.440000 5680.500000 87.500000 1.560000 5593.000000
NP3 Fastigheter 32 2.330000 5750.400000 53.400000 0.940000 5697.000000
Tethys Oil 109 1.140000 5874.010000 -36.990000 -0.630000 5911.000022
Volvo B 25 0.530000 5696.250000 -46.750000 -0.810000 5743.000000
AQ Group 12 -0.690000 5208.000000 -55.000000 -1.050000 5262.999996
Volvo A 24 0.260000 5601.600000 -57.400000 -1.010000 5659.000008
TOTAL 46632.890000 275.890000 -9.01884% 46357.000562

Updated:¶

'2023-08-10 15:26:12.332267'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶